+1,557.1%
ASML vs CG
+278.5%
+1,278.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.7% |
| 7D | +4.9% | +0.2% | +4.8% | +4.8% |
| 30D | -9.3% | +11.2% | -20.4% | -14.4% |
| 3M | -19.0% | -22.1% | +3.1% | -8.8% |
| 6M | -5.2% | -17.9% | +12.7% | +3.2% |
| YTD | +40.6% | -31.3% | +71.9% | +65.8% |
| 1Y | +47.5% | -24.0% | +71.5% | +64.7% |
| 3Y | +133.9% | +45.0% | +88.9% | +74.5% |
| 5Y | +83.8% | -22.6% | +106.4% | +83.5% |
| All | +1,557.1% | +278.5% | +1,278.7% | +792.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling